+35.1%
CMS vs TD
+128.3%
-93.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.6% | +0.4% | -4.0% | -3.7% |
| 3M | -1.9% | +7.6% | -9.6% | -3.5% |
| 6M | -11.0% | +25.0% | -36.0% | -15.2% |
| YTD | +0.2% | +31.0% | -30.8% | -5.6% |
| 1Y | -1.3% | +65.2% | -66.5% | -12.1% |
| All | +35.1% | +128.3% | -93.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling